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Biagini, Francesca ORCID logoORCID: https://orcid.org/0000-0001-9801-5259; Meyer-Brandis, Thilo ORCID logoORCID: https://orcid.org/0000-0002-6374-7983; Oksendal, Bernt and Paczka, Krzysztof (2018): Optimal control with delayed information flow of systems driven by G-Brownian motion. In: Probability Uncertainty and Quantitative Risk, Vol. 3

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In this paper, we study strongly robust optimal control problems under volatility uncertainty. In the G-framework, we adapt the stochastic maximum principle to find necessary and sufficient conditions for the existence of a strongly robust optimal control.

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